Anic Equity¶

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Total return since start: 0.663 %¶

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Equity now: -----------------------------> 50805.84 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45240.52 Kr¶

PnL: ---------------------------------------> -337.07 Kr¶

DD now: ---------------------------------> -4.357 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 12:02:31.417052'

Anic Portfolio¶

Today¶

Return: 0.107 %¶

This Week¶

Return: 0.107 %¶

Total portfolio value¶

Return including deposits: 66.325 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hexagon B 26 -0.450000 3437.200000 26.000000 0.760000 3411.200000
Hexatronic Group 15 4.050000 1093.500000 25.800000 2.420000 1067.700000
Orrön Energy 170 -2.100000 2062.950000 22.100000 1.080000 2040.850000
Profoto Holding 7 0.710000 599.200000 17.200000 2.960000 581.999999
Nederman Holding 1 -0.930000 214.000000 15.000000 7.540000 199.000000
INVISIO 15 -1.040000 3577.500000 15.000000 0.420000 3562.500000
Sagax B 4 -0.490000 898.000000 14.800000 1.680000 883.200000
Atrium Ljungberg B 5 0.330000 911.500000 10.000000 1.110000 901.500000
Sagax A 4 -0.450000 892.000000 8.000000 0.900000 884.000000
Latour B 4 -2.180000 861.600000 7.600000 0.890000 854.000000
OX2 12 -2.440000 912.600000 6.000000 0.660000 906.600000
Gränges 10 4.720000 1042.000000 6.000000 0.580000 1036.000000
Vitec Software Group B 2 -1.690000 1107.000000 6.000000 0.540000 1101.000000
ASSA ABLOY B 4 -0.930000 996.200000 5.400000 0.550000 990.800000
Platzer Fastigheter Holding B 12 -0.870000 954.000000 4.800000 0.510000 949.200000
BHG Group 109 -5.090000 1423.540000 4.360000 0.310000 1419.180000
JM 7 -1.020000 952.000000 4.200000 0.440000 947.800000
Addnode Group B 7 -2.040000 907.200000 4.200000 0.470000 903.000000
Sandvik 4 -1.030000 849.600000 4.000000 0.470000 845.600000
Alimak Group 12 0.240000 1008.000000 3.600000 0.360000 1004.400000
HEXPOL B 8 -0.660000 958.400000 3.200000 0.340000 955.200000
SKF B 5 -1.060000 981.000000 3.000000 0.310000 978.000000
Byggmax Group 33 -1.280000 967.560000 2.640000 0.270000 964.920000
Biotage 1 -6.400000 147.700000 0.200000 0.140000 147.500000
Hoist Finance 36 0.900000 1008.000000 0.000000 0.000000 1008.000000
Hennes & Mauritz B 6 -1.230000 909.000000 -0.960000 -0.110000 909.960000
AcadeMedia 20 -1.100000 973.600000 -2.000000 -0.210000 975.600000
EQT 4 -1.900000 868.800000 -2.000000 -0.230000 870.800000
BioGaia B 8 -1.920000 900.000000 -2.400000 -0.270000 902.400000
Catena 2 -0.150000 800.800000 -2.800000 -0.350000 803.600000
Eastnine 6 -1.450000 652.800000 -4.200000 -0.640000 657.000000
Vitrolife 3 -1.670000 671.400000 -5.600000 -0.830000 677.000001
Investor B 3 -1.100000 647.550000 -10.450000 -1.590000 657.999999
Creaspac SPAC 40 -0.730000 3800.000000 -24.000000 -0.630000 3824.000000
VEF 788 -2.320000 1859.680000 -37.820000 -1.990000 1897.504000
Balco Group 39 -2.330000 1801.800000 -73.200000 -3.900000 1874.999997
Sedana Medical 93 -4.060000 2592.840000 -390.740000 -13.100000 2983.577733
TOTAL 45240.520000 -337.070000 -4.35711% 45577.591729

Updated:¶

'2023-06-19 12:02:48.894504'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶